Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99118.3886 | 43651.156 | 55467.2326 | 107747.9107 | 74403.5434 | 33344.3673 |
Total P&L (%) | 99.1184 | 43.6512 | 55.4672 | 107.7479 | 74.4035 | 33.3444 |
Avg Daily Profit (%) | 0.3806 | 0.1676 | 0.213 | 0.2812 | 0.2138 | 0.1106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29255 | -26864 | -36879 | -68298 | -33067 | -91263 |
Profit Factor | 1.6212 | 1.7228 | 1.5593 | 1.3517 | 1.6983 | 1.1669 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 41.6667 | 47.2222 | 36.1111 | 41.6667 | 47.2222 | 36.1111 |
Ratio Avg Win / Avg Loss | 2.2696 | 1.9255 | 2.7587 | 1.8924 | 1.8981 | 2.0645 |
Largest Winning Trade | 31044 | 31044 | 29872 | 45490 | 44660 | 45490 |
Largest Losing Trade | -12454 | -12342 | -12454 | -25369 | -17534 | -25369 |
Avg Bars in Trades | 326 | 108 | 544 | 326 | 108 | 544 |
Avg Bars in Winners | 487 | 157 | 918 | 487 | 157 | 918 |
Avg Bars in Losers | 211 | 64 | 333 | 211 | 64 | 333 |
Bars Traded | 23501 | 3903 | 19598 | 23501 | 3903 | 19598 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76179 | 224425 | 98777 | -78587 | 305249 | -90810 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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